[I] Add a doc example for using a custom http client [arrow-rs-object-store]

["alamb (via GitHub)" <gi...@apache.org>]

alamb opened a new issue, #454:
URL: https://github.com/apache/arrow-rs-object-store/issues/454

   **Is your feature request related to a problem or challenge? Please describe what you are trying to do.**
   As part of the discussion on https://github.com/apache/arrow-rs-object-store/issues/446 I proposed to @collinoc that they use the custom http client feature to inject a custom header into azure or aws:
   
   https://docs.rs/object_store/latest/object_store/#customizing-http-clients
   
   The  basic idea is that you can provide your own wrapper around the lower level http client and inject whatever headers you want
   
   Unfortunately, it seems we are lacking a good doc example
   
   
   **Describe the solution you'd like**
   I would like a clear doc example that for injecting custom headers into an object store using the client
   
   **Describe alternatives you've considered**
   N/A
   
   **Additional context**
   <!--
   Add any other context or screenshots about the feature request here.
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